Linganisha mbinu

	OLS ya Fourier (Fourier-Augmented Ordinary Least Squares)	Kipimo cha Utafiti wa Granger cha Fourier
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	2004	2016
Mwanzilishi	Becker, Enders, and Hurn	Enders and Jones
Aina	Augmented linear regression	Causality test
Chanzo asilia	Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906.	Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419.
Majina mbadala	Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS	Fourier Granger causality test, Enders-Jones Granger causality, smooth structural break Granger test, spectral Granger causality
Zinazohusiana	6	6
Muhtasari	Fourier OLS is an OLS regression extended by adding low-frequency trigonometric (sine and cosine) terms to the regressor matrix. These Fourier components approximate smooth, gradual structural changes in the regression relationship over time without requiring knowledge of the number, timing, or form of the breaks.	The Fourier Granger causality test extends the classic Granger causality framework by embedding low-frequency Fourier terms in the VAR equation, allowing the causal relationship to shift gradually over time without requiring the researcher to pre-specify the number or location of structural breaks.